Venn-Abers 预测器

Oct, 2012

Venn predictors and isotonic regression

Vladimir Vovk

TL;DR本文研究了Venn预测法在二元预测问题上的应用，证明了其输出结果的良好校准性，并介绍了一种基于保序回归原理的Venn-Abers预测器，通过简化算法提高了计算效率并取得了良好的实验结果。

Abstract

This note introduces venn-abers predictors, a new class of Venn predictors based on the idea of isotonic regression. As all Venn predictors, venn